Semiparametric Regression Analysis of Longitudinal Data

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Date: 2006-05-18 21:59:07 Statistics Stochastic volatility Volatility Autoregressive conditional heteroskedasticity Local volatility Volatility smile Mathematical finance Financial economics Finance		Semiparametric Regression Analysis of Longitudinal Data Add to Reading List Source URL: www.bm.ust.hk Download Document from Source Website File Size: 237,29 KB Share Document on Facebook

	Introduction Duality – Statement Duality – Proof Hedging in markets with model ambiguity H. Mete Soner DocID: 1qoO7 - View Document
	PRICING WITH SPLINES C. GOURIEROUX 1 and A. MONFORT DocID: 1pylH - View Document
	Research in International Business and Finance–251 Local and spillover shocks in implied market volatility: evidence for the U.S. and Germany Niklas Wagner a,∗ , Alexander Szimayer b a DocID: 1p6wV - View Document
	PRICING OPTIONS USING IMPLIED TREES: EVIDENCE FROM FTSE-100 OPTIONS KIAN GUAN LIM* DA ZHI DocID: 1oXGF - View Document
	Option Pricing on Cash Mergers Victor H. Martinez, Ioanid Ro¸su and C. Alan Bester∗ September 30, 2009 Abstract When a cash merger is announced but not completed, there are two main sources DocID: 1oQmW - View Document